SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Oct-2015

Day Change Summary
	Previous	Current
	15-Oct-2015	16-Oct-2015	Change	Change %	Previous Week
Open	200.08	202.83	2.75	1.4%	201.42
High	202.36	203.29	0.93	0.5%	203.29
Low	199.64	201.92	2.28	1.1%	198.94
Close	202.35	203.27	0.92	0.5%	203.27
Range	2.72	1.37	-1.35	-49.6%	4.35
ATR	2.94	2.83	-0.11	-3.8%	0.00
Volume	134,142,203	114,580,000	-19,562,203	-14.6%	492,262,618

Daily Pivots for day following 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	206.94	206.47	204.02
R3	205.57	205.10	203.65
R2	204.20	204.20	203.52
R1	203.73	203.73	203.40	203.97
PP	202.83	202.83	202.83	202.94
S1	202.36	202.36	203.14	202.60
S2	201.46	201.46	203.02
S3	200.09	200.99	202.89
S4	198.72	199.62	202.52

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.88	213.43	205.66
R3	210.53	209.08	204.47
R2	206.18	206.18	204.07
R1	204.73	204.73	203.67	205.46
PP	201.83	201.83	201.83	202.20
S1	200.38	200.38	202.87	201.11
S2	197.48	197.48	202.47
S3	193.13	196.03	202.07
S4	188.78	191.68	200.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	203.29	198.94	4.35	2.1%	1.80	0.9%	100%	True	False	98,452,523
10	203.29	196.33	6.96	3.4%	2.00	1.0%	100%	True	False	111,415,832
20	203.29	186.93	16.36	8.0%	2.51	1.2%	100%	True	False	131,204,736
40	203.94	182.40	21.54	10.6%	3.35	1.6%	97%	False	False	172,413,253
60	211.45	182.40	29.05	14.3%	2.91	1.4%	72%	False	False	152,411,652
80	213.18	182.40	30.78	15.1%	2.65	1.3%	68%	False	False	143,878,268
100	213.34	182.40	30.94	15.2%	2.43	1.2%	67%	False	False	136,602,815
120	213.78	182.40	31.38	15.4%	2.30	1.1%	67%	False	False	130,332,465

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	209.11
2.618	206.88
1.618	205.51
1.000	204.66
0.618	204.14
HIGH	203.29
0.618	202.77
0.500	202.61
0.382	202.44
LOW	201.92
0.618	201.07
1.000	200.55
1.618	199.70
2.618	198.33
4.250	196.10

Fisher Pivots for day following 16-Oct-2015
Pivot	1 day	3 day
R1	203.05	202.55
PP	202.83	201.83
S1	202.61	201.12

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These figures are updated between 7pm and 10pm EST after a trading day.

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